+566.5%
PHM vs ACM
+124.8%
+441.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | +0.6% |
| 7D | -3.9% | -3.7% | -0.2% | -2.0% |
| 30D | -8.6% | -12.7% | +4.1% | -2.8% |
| 3M | -2.9% | -9.8% | +6.9% | +1.4% |
| 6M | -5.7% | -31.4% | +25.7% | +12.7% |
| YTD | +1.9% | -32.1% | +33.9% | +21.0% |
| 1Y | -12.3% | -47.8% | +35.5% | +18.7% |
| 3Y | +50.8% | -22.1% | +72.8% | +61.8% |
| 5Y | +157.3% | +1.8% | +155.5% | +136.5% |
| 10Y | +566.5% | +132.5% | +434.0% | +310.7% |
| All | +566.5% | +124.8% | +441.8% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling